Related papers: A unified approach to Hamiltonian systems, Poisson…
First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…
We present a unified convergence analysis for first order convex optimization methods using the concept of strong Lyapunov conditions. Combining this with suitable time scaling factors, we are able to handle both convex and strong convex…
This paper establishes the equivalence between systems described by a single first-order hyperbolic partial differential equation and systems described by integral delay equations. System-theoretic results are provided for both classes of…
We propose a composite Lyapunov framework for nonlinear autonomous systems that ensures strict decay through a pair of differential inequalities. The approach yields integral estimates, quantitative convergence rates, vanishing of…
While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…
The spectral method for building first integrals of ordinary linear differential systems is elaborated. Using this method, we obtain bases of first integrals for linear differential systems with constant coefficients, for linear…
Discrete gradients (DG) or more exactly discrete gradient methods are time integration schemes that are custom-built to preserve first integrals or Lyapunov functions of a given ordinary differential equation (ODE). In conservative…
This paper focuses on the fractional difference of Lyapunov functions related to Riemann-Liouville, Caputo and Grunwald-Letnikov definitions. A new way of building Lyapunov functions is introduced and then five inequalities are derived for…
A method for constructing homogeneous Lyapunov functions of degree 1 from polynomial invariant sets is presented for linear time varying systems, homogeneous dynamic systems and the class of nonlinear systems that can be represented as…
Convergence analysis of accelerated first-order methods for convex optimization problems are presented from the point of view of ordinary differential equation solvers. A new dynamical system, called Nesterov accelerated gradient flow, has…
This paper is concerned with the problem of finding a quadratic common Lyapunov function for a family of stable linear systems. We present gradient iteration algorithms which give deterministic convergence for finite system families and…
This paper considers discontinuous dynamical systems, i.e., systems whose associated vector field is a discontinuous function of the state. Discontinuous dynamical systems arise in a large number of applications, including optimal control,…
We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly…
The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…
The constants of motion of the following systems are deduced: a relativistic particle with linear dissipation, a no-relativistic particle with a time explicitly depending force, a no-relativistic particle with a constant force and time…
Every irreducible discrete-time linear switching system possesses an invariant convex Lyapunov function (Barabanov norm), which provides a very refined analysis of trajectories. Until recently that notion remained rather theoretical apart…
Monotone systems preserve a partial ordering of states along system trajectories and are often amenable to separable Lyapunov functions that are either the sum or the maximum of a collection of functions of a scalar argument. In this paper,…
Lyapunov-like characterizations for non-uniform in time and uniform robust global asymptotic stability of uncertain systems described by retarded functional differential equations are provided.
We revisit the canonical continuous-time and discrete-time matrix algebraic and matrix differential equations that play a central role in Lyapunov based stability arguments. The goal is to generalize and extend these types of equations and…
We consider nonautonomous cyclic systems of delay differential equations with variable delay. Under suitable feedback assumptions, we define an (integer valued) Lyapunov functional related to the number of sign changes of the coordinate…